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These optimization methods play a crucial role in training AI models, and their selection depends on the nature of the problem, the architecture of the model, and the size of the dataset, among other factors. Experimentation and fine-tuning of the optimization algorithm often lead to improved training performance and model convergence. Methods:
Stochastic Gradient Descent (SGD): SGD is a fundamental optimization algorithm used in training machine learning models. It updates the model's parameters based on the gradients of the loss function with respect to the training data. In each iteration, a random subset (mini-batch) of training data is used to compute the gradients, making it computationally efficient. The model parameters are then adjusted in the opposite direction of the gradient to minimize the loss function. SGD can be enhanced with momentum, which adds a fraction of the previous parameter update to the current update, helping to accelerate convergence in certain cases.
Limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS): L-BFGS is a popular optimization method for unconstrained optimization problems. It is based on the quasi-Newton method and uses a limited-memory approach to approximate the inverse Hessian matrix. This approximation allows efficient updates of the model's parameters without explicitly computing the full Hessian matrix, making it suitable for large-scale machine learning problems.
Adagrad: Adagrad is an adaptive learning rate optimization algorithm. It adjusts the learning rate for each parameter based on the historical gradient information for that parameter. Parameters that have large gradients will have a smaller learning rate, while parameters with small gradients will have a larger learning rate. This adaptivity helps to improve convergence for sparse data and makes Adagrad well-suited for convex optimization problems.
Adadelta: Adadelta is another adaptive learning rate algorithm that addresses some limitations of Adagrad. Instead of accumulating all past squared gradients, Adadelta only keeps a running average of the recent past. This helps to alleviate the problem of continually decreasing learning rates in Adagrad. Adadelta is designed to be more robust and requires fewer hyperparameter tunings.
Root Mean Squared Propagation (RMSprop): RMSprop is yet another adaptive learning rate optimization method. It addresses the diminishing learning rate issue in Adagrad by using an exponentially decaying average of past squared gradients. This allows the learning rates to scale more reasonably during training, leading to improved convergence.
Adam (Adaptive Moment Estimation): Adam combines the concepts of both momentum and adaptive learning rates. It maintains exponentially decaying average of past gradients and their squares, akin to RMSprop and momentum-based methods. Adam's adaptive learning rates allow it to perform well on a wide range of problems with relatively less hyperparameter tuning.
Hessian-free (HF): Hessian-free is an optimization algorithm specifically designed for training neural networks. It approximates the Hessian matrix, which represents the second-order derivatives of the loss function with respect to the model's parameters. By using this approximation, it efficiently computes the parameter updates without explicitly inverting the Hessian matrix. HF can be computationally expensive but is known to be effective for certain types of neural networks and non-convex optimization problems.
AdaMax: AdaMax is an extension of the Adam optimizer that addresses potential issues with the adaptive learning rate in the original Adam algorithm. Instead of using the L2 norm (Euclidean norm) of the gradients as in Adam, AdaMax uses the L∞ norm (infinity norm), which makes it more stable, especially when dealing with large gradients. This modification can lead to better convergence properties and improved performance on certain tasks.
Nadam: Nadam stands for "Nesterov-accelerated Adaptive Moment Estimation." It is a combination of Nesterov Accelerated Gradient (NAG) and the Adam optimizer. Nesterov Accelerated Gradient is a variant of the classical momentum method that helps to accelerate convergence. By incorporating NAG with the adaptive learning rate features of Adam, Nadam aims to provide faster convergence and better generalization performance on deep neural networks.
RAdam (Rectified Adam): RAdam is a variant of the Adam optimizer that introduces a rectification term to address potential issues in the adaptive learning rate. It rectifies the variance of the adaptive learning rate and stabilizes the optimization process. RAdam is relatively easy to implement and often provides faster convergence compared to vanilla Adam, making it a popular choice for deep learning tasks.
YellowFin: YellowFin is an adaptive learning rate optimizer that combines ideas from SGD with momentum and adaptive methods. It uses a local quadratic approximation to the loss function and adaptively updates the learning rates based on the estimated curvature of the function. YellowFin aims to offer better convergence rates and robustness to different architectures and datasets.
SGD with Warm Restarts: This method combines stochastic gradient descent (SGD) with a cyclical learning rate schedule. The learning rate is periodically reset to a higher value during training, helping the optimization process escape local minima and find potentially better solutions. Warm restarts can lead to faster convergence and improved exploration of the parameter space.
SWATS (Super-Weakly Asymmetric Transfer States): SWATS is a recent optimization algorithm that employs weakly asymmetric transfer states to achieve faster convergence and better generalization. It uses an auxiliary variable to estimate the Hessian matrix and adaptively update the learning rate. SWATS has shown promising results on certain deep learning tasks.
Eve (Exponential Variance Estimates): Eve is an optimizer that uses exponential moving averages to estimate the first and second moments of the gradients. It adapts the learning rate based on these estimates to achieve faster convergence and better performance on a variety of tasks.
Hypergradient Descent: Hypergradient Descent is an optimization method that optimizes the learning rate itself using a second-order optimization algorithm. It computes the gradient of the loss with respect to the learning rate (hypergradient) and updates the learning rate accordingly. Hypergradient Descent has been shown to achieve improved performance on certain optimization tasks.